ESGV vs. VTI
Compare and contrast key facts about Vanguard ESG U.S. Stock ETF (ESGV) and Vanguard Total Stock Market ETF (VTI).
ESGV and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESGV is a passively managed fund by Vanguard that tracks the performance of the FTSE US All Cap Choice Index. It was launched on Sep 18, 2018. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both ESGV and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESGV or VTI.
Key characteristics
| ESGV | VTI | |
|---|---|---|
| YTD Return | 19.79% | 19.97% |
| 1Y Return | 33.78% | 32.68% |
| 3Y Return (Ann) | 6.20% | 6.79% |
| 5Y Return (Ann) | 14.92% | 14.34% |
| Sharpe Ratio | 2.65 | 2.76 |
| Sortino Ratio | 3.50 | 3.67 |
| Omega Ratio | 1.48 | 1.51 |
| Calmar Ratio | 3.05 | 3.66 |
| Martin Ratio | 16.06 | 17.63 |
| Ulcer Index | 2.21% | 1.94% |
| Daily Std Dev | 13.35% | 12.35% |
| Max Drawdown | -33.66% | -55.45% |
| Current Drawdown | -2.43% | -2.48% |
Correlation
The correlation between ESGV and VTI is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ESGV vs. VTI - Performance Comparison
The year-to-date returns for both investments are quite close, with ESGV having a 19.79% return and VTI slightly higher at 19.97%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ESGV vs. VTI - Expense Ratio Comparison
ESGV has a 0.09% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
ESGV vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG U.S. Stock ETF (ESGV) and Vanguard Total Stock Market ETF (VTI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
ESGV vs. VTI - Dividend Comparison
ESGV's dividend yield for the trailing twelve months is around 1.12%, less than VTI's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGV Vanguard ESG U.S. Stock ETF | 1.12% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.33% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
ESGV vs. VTI - Drawdown Comparison
The maximum ESGV drawdown since its inception was -33.66%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ESGV and VTI. For additional features, visit the drawdowns tool.
Volatility
ESGV vs. VTI - Volatility Comparison
Vanguard ESG U.S. Stock ETF (ESGV) has a higher volatility of 3.51% compared to Vanguard Total Stock Market ETF (VTI) at 3.10%. This indicates that ESGV's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.